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subject:"Estimation"
~isPartOf:"CREATES research paper"
~isPartOf:"NBER Working Paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Search: subject_exact:"Factor rotation"
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Estimation
Factor analysis
53
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22
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12
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Heckman, James J.
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Mikkelsen, Jakob Guldbæk
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2
Cunha, Flávio
2
Ergemen, Yunus Emre
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1
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CREATES research paper
NBER Working Paper
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
38
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23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
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ECONIS (ZBW)
22
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date (oldest first)
1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
2
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
3
Size and value in China
Liu, Jianan
;
Stambaugh, Robert F.
;
Yuan, Yu
-
2018
Persistent link: https://www.econbiz.de/10011844595
Saved in:
4
q5
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
-
2018
Persistent link: https://www.econbiz.de/10011888412
Saved in:
5
A parametric factor model of the term structure of mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
-
2018
Persistent link: https://www.econbiz.de/10011797536
Saved in:
6
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
7
Estimating the technology of children's skill formation
Agostinelli, Francesco
;
Wiswall, Matthew
-
2016
Persistent link: https://www.econbiz.de/10011523927
Saved in:
8
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
Saved in:
9
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
10
Estimating the Technology of Cognitive and Noncognitive Skill Formation
Cunha, Flavio
-
2015
This paper formulates and estimates multistage production functions for children's cognitive and noncognitive skills. Skills are determined by parental environments and investments at different stages of childhood. We estimate the elasticity of substitution between investments in one period and...
Persistent link: https://www.econbiz.de/10013039154
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